+1,637.0%
PWR vs ROKU
+883.2%
+753.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +4.5% | -0.1% | +4.6% | +4.5% |
| 30D | -4.9% | +1.5% | -6.3% | -5.0% |
| 3M | -7.9% | +25.7% | -33.6% | -10.2% |
| 6M | +18.3% | +54.5% | -36.1% | +12.9% |
| YTD | +51.5% | +43.2% | +8.3% | +45.3% |
| 1Y | +70.3% | +56.3% | +14.0% | +61.7% |
| 3Y | +210.6% | +86.1% | +124.5% | +181.9% |
| 5Y | +456.7% | -53.6% | +510.3% | +426.3% |
| All | +1,637.0% | +883.2% | +753.8% | +1,342.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROKU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling